+3,000.1%
SPY vs WWD
+15,408.5%
-12,408.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +0.1% | -7.2% | +7.2% | +1.9% |
| 3M | +2.0% | -3.8% | +5.8% | +2.5% |
| 6M | +13.0% | -9.9% | +22.9% | +15.0% |
| YTD | +13.5% | +14.8% | -1.3% | +8.0% |
| 1Y | +20.0% | +42.1% | -22.1% | +7.5% |
| 3Y | +77.2% | +170.8% | -93.6% | +32.4% |
| 5Y | +81.9% | +197.5% | -115.6% | +30.8% |
| 10Y | +314.1% | +477.8% | -163.8% | +138.3% |
| All | +3,000.1% | +15,408.5% | -12,408.4% | +955.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling